+1,339.9%
CRDO vs CMS
+26.9%
+1,313.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.5% |
| 7D | -18.8% | +1.2% | -20.0% | -18.5% |
| 30D | -32.9% | -3.2% | -29.7% | -33.5% |
| 3M | -24.5% | -2.2% | -22.3% | -25.1% |
| 6M | +52.7% | -9.4% | +62.2% | +49.2% |
| YTD | +16.6% | +0.7% | +15.9% | +16.3% |
| 1Y | +13.7% | +0.4% | +13.4% | +13.5% |
| 3Y | +959.0% | +35.2% | +923.9% | +932.0% |
| All | +1,339.9% | +26.9% | +1,313.0% | +1,391.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling